Nothing
VC2copula: Extend the 'copula' Package with Families and Models from 'VineCopula'
Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Thomas Nagler [aut, cre], Benedikt Graeler [ctb] |
| Maintainer | Thomas Nagler <mail@tnagler.com> |
| License | GPL-3 |
| Version | 0.1.2 |
| URL | https://github.com/tnagler/VC2copula |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the VC2copula package in your browser
Any scripts or data that you put into this service are public.
